試題詳解

180. An insurance policy covers losses incurred by a policyholder, subject to a deductible of 10,000. Incurred losses follow a normal distribution with mean 12,000 and standard deviation c. The probability that a loss is less than k is 0.9582, where k is a constant. Given that the loss exceeds the deductible, there is a probability of 0.9500 that it is less than k.

Calculate c.
(A) 2045
(B) 2267
(C) 2393
(D) 2505
(E) 2840